As stated, all recent Roku devices broadcast a WiFi (direct) signal for wireless remote, screen sharing for Android, Windows, and some also offer Airplay.
No option to turn that off. Put in a suggestion on the suggestions forum, but sadly out of luck.
Ultra should support IR remotes, so you could wrap the ultra in semitransparent metal mesh to create a Faraday cage as a workaround. Or stick it in a different room, use a HDMI to cat 5 cable adapter to transmit the video, and use the Roku app on a Android tablet connected to Ethernet by cable (usb) with WiFi off as a workaround.